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Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…

Machine Learning · Computer Science 2024-05-06 Toon Vanderschueren , Wouter Verbeke , Felipe Moraes , Hugo Manuel Proença

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

This research investigates a multi-product capacitated lot-sizing and scheduling problem incorporating a novel learning effect, namely the period-based learning effect. This is inspired by a real case in a core analysis laboratory under a…

Optimization and Control · Mathematics 2025-01-10 Mohammad Rohaninejad , Behdin Vahedi-Nouri , Reza Tavakkoli-Moghaddam , Zdeněk Hanzálek

We study a class of robust assortment optimization problems that was proposed by Farias, Jagabathula, and Shah (2013). The goal in these problems is to find an assortment that maximizes a firm's worst-case expected revenue under all…

Optimization and Control · Mathematics 2024-02-28 Bradley Sturt

Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in…

Machine Learning · Computer Science 2022-04-25 Hongbin Zhang , Yu Yang , Feng Wu , Qixin Zhang

We study the tactical time slot management problem under mixed logit demand for attended home delivery in subscription settings. We propose a static mixed-integer linear programming model that integrates delivery slot assortment, price…

Optimization and Control · Mathematics 2025-12-15 Dorsa Abdolhamidi , Virginie Lurkin

We study the problem of optimizing assortment decisions in the presence of product-specific costs when customers choose according to a multinomial logit model. This problem is NP-hard and approximate solutions methods have been proposed in…

Optimization and Control · Mathematics 2023-12-05 Markus Leitner , Andrea Lodi , Roberto Roberti , Claudio Sole

We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…

Artificial Intelligence · Computer Science 2019-03-19 Yuu Jinnai , David Abel , D Ellis Hershkowitz , Michael Littman , George Konidaris

We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…

Machine Learning · Statistics 2022-07-12 Xi Chen , Akshay Krishnamurthy , Yining Wang

We consider a mixed variational problem in real Hilbert spaces, defined on on the unbounded interval of time and governed by a history-dependent operator. We state the unique solvability of the problem, which follows from a general…

Analysis of PDEs · Mathematics 2019-12-25 Mircea Sofonea , Andaluzia Matei

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

Dynamic facility location problems aim at placing one or more valuable resources over a planning horizon to meet customer demand. Existing literature commonly assumes that customer demand quantities are defined independently for each time…

Optimization and Control · Mathematics 2025-09-29 Warley Almeida Silva , Margarida Carvalho , Sanjay Dominik Jena

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

We consider the problem of static assortment optimization, where the goal is to find the assortment of size at most $C$ that maximizes revenues. This is a fundamental decision problem in the area of Operations Management. It has been shown…

Methodology · Statistics 2011-08-19 Vivek Farias , Srikanth Jagabathula , Devavrat Shah

We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…

Optimization and Control · Mathematics 2025-10-02 Hassaan Khalid , Bradley Sturt

This paper extends the single-item single-stocking location non-stationary stochastic inventory problem to relax the assumption of independent demand. We present a mathematical programming-based solution method that relaxes the assumption…

Optimization and Control · Mathematics 2023-09-26 Mengyuan Xiang , Roberto Rossi , Belen Martin-Barragan , S. Armagan Tarim

Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…

Data Structures and Algorithms · Computer Science 2023-08-11 Vineet Goyal , Salal Humair , Orestis Papadigenopoulos , Assaf Zeevi

We formulate and analyze a generic sequential resource access problem arising in a variety of engineering fields, where a user disposes a number of heterogeneous computing, communication, or storage resources, each characterized by the…

Networking and Internet Architecture · Computer Science 2020-12-08 Lin Chen , Anastasios Giovanidis , Wei Wang , Lin Shan

Motivated by applications in e-retail and online advertising, we study the problem of assortment optimization under visibility constraints, that we refer to as APV. Here, we are given a universe of substitutable products and a stream of…

Optimization and Control · Mathematics 2025-02-18 Theo Barre , Omar El Housni , Marouane Ibn Brahim , Andrea Lodi , Danny Segev

Fashion discounters face the problem of ordering the right amount of pieces in each size of a product. The product is ordered in pre-packs containing a certain size-mix of a product. For this so-called lot-type design problem, a stochastic…

Optimization and Control · Mathematics 2016-03-26 Miriam Kießling , Tobias Kreisel , Sascha Kurz , Jörg Rambau